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SLMCX vs. ARTKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLMCX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund (SLMCX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

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SLMCX vs. ARTKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLMCX
Columbia Seligman Technology and Information Fund
0.17%37.32%26.67%44.27%-31.14%38.97%44.45%54.15%-8.12%34.08%
ARTKX
Artisan International Value Fund
-2.08%22.54%6.38%22.65%-6.98%16.66%8.52%23.98%-15.70%23.84%

Returns By Period

In the year-to-date period, SLMCX achieves a 0.17% return, which is significantly higher than ARTKX's -2.08% return. Over the past 10 years, SLMCX has outperformed ARTKX with an annualized return of 22.20%, while ARTKX has yielded a comparatively lower 9.68% annualized return.


SLMCX

1D
-2.99%
1M
-9.33%
YTD
0.17%
6M
5.15%
1Y
58.16%
3Y*
29.27%
5Y*
16.53%
10Y*
22.20%

ARTKX

1D
0.33%
1M
-9.66%
YTD
-2.08%
6M
2.10%
1Y
13.78%
3Y*
12.45%
5Y*
9.41%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLMCX vs. ARTKX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is lower than ARTKX's 1.25% expense ratio.


Return for Risk

SLMCX vs. ARTKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLMCX
SLMCX Risk / Return Rank: 9191
Overall Rank
SLMCX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 8585
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9595
Martin Ratio Rank

ARTKX
ARTKX Risk / Return Rank: 4747
Overall Rank
ARTKX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ARTKX Sortino Ratio Rank: 4545
Sortino Ratio Rank
ARTKX Omega Ratio Rank: 4747
Omega Ratio Rank
ARTKX Calmar Ratio Rank: 5252
Calmar Ratio Rank
ARTKX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLMCX vs. ARTKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Artisan International Value Fund (ARTKX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SLMCXARTKXDifference

Sharpe ratio

Return per unit of total volatility

1.90

0.90

+1.00

Sortino ratio

Return per unit of downside risk

2.46

1.32

+1.15

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

3.54

1.24

+2.30

Martin ratio

Return relative to average drawdown

13.44

4.28

+9.15

SLMCX vs. ARTKX - Sharpe Ratio Comparison

The current SLMCX Sharpe Ratio is 1.90, which is higher than the ARTKX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SLMCX and ARTKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLMCXARTKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

0.90

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.69

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.60

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.71

-0.02

Correlation

The correlation between SLMCX and ARTKX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SLMCX vs. ARTKX - Dividend Comparison

SLMCX's dividend yield for the trailing twelve months is around 9.44%, more than ARTKX's 7.06% yield.


TTM20252024202320222021202020192018201720162015
SLMCX
Columbia Seligman Technology and Information Fund
9.44%9.45%14.27%5.16%9.42%11.75%10.40%11.44%12.33%11.15%8.19%10.79%
ARTKX
Artisan International Value Fund
7.06%6.90%4.10%2.84%2.11%9.72%0.84%3.64%5.37%3.89%3.11%6.17%

Drawdowns

SLMCX vs. ARTKX - Drawdown Comparison

The maximum SLMCX drawdown since its inception was -68.10%, which is greater than ARTKX's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for SLMCX and ARTKX.


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Drawdown Indicators


SLMCXARTKXDifference

Max Drawdown

Largest peak-to-trough decline

-68.10%

-51.90%

-16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-9.96%

-4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-37.32%

-24.95%

-12.37%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-38.11%

+0.79%

Current Drawdown

Current decline from peak

-11.96%

-9.66%

-2.30%

Average Drawdown

Average peak-to-trough decline

-13.05%

-6.76%

-6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.89%

+1.04%

Volatility

SLMCX vs. ARTKX - Volatility Comparison

Columbia Seligman Technology and Information Fund (SLMCX) has a higher volatility of 9.50% compared to Artisan International Value Fund (ARTKX) at 4.95%. This indicates that SLMCX's price experiences larger fluctuations and is considered to be riskier than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLMCXARTKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

4.95%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

10.81%

+10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

30.59%

14.51%

+16.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.96%

13.82%

+12.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.93%

16.11%

+9.82%